+104.6%
UL vs RCAT
-99.6%
+204.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.2% | -0.2% |
| 7D | +2.6% | -5.6% | +8.2% | +2.6% |
| 30D | +6.8% | -27.0% | +33.8% | +6.8% |
| 3M | +5.7% | -57.9% | +63.6% | +5.9% |
| 6M | +15.9% | -59.4% | +75.3% | +16.0% |
| YTD | +4.3% | -46.9% | +51.2% | +4.2% |
| 1Y | -0.4% | -54.0% | +53.6% | -0.4% |
| 3Y | +35.0% | +378.4% | -343.5% | +33.3% |
| 5Y | +31.6% | +61.9% | -30.3% | +30.2% |
| 10Y | +104.6% | -99.6% | +204.2% | +102.1% |
| All | +104.6% | -99.6% | +204.2% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling